Try adding 'Everyone' to the share and security permissions.
If you're logged into a workstation as user1/password1, there needs to be a user1/password1 user set up on the server as well. Otherwise the server doesn't know who you are and prompts you for a username/password.
Sorry I didn't read. In which case.. you need to allow anonymous access again. Microsoft have disabled anonymous access in server 2003.
do start>run
gpedit.msc
Then
Computer Configuration > Windows Settings > Security Settings > Local Policies > Security Options
Edit network access : Let Everyone permissions apply to anonymous users and Enable this.
Tim
The server uses Pass-Through authentication. The desktop system attempts to pass a user's current local desktop credentials (UserID & Password used to logon to the local machine) to the Server machine to access the share. If the Server has a user account setup with the same credentials and as long as that account has the correct access rights it should beable to access the share.
If the server doesn't have the users credentials setup on it you'll get prompted to enter a username and password for an account that does.
If you want to learn 2003 like you say i'd start getting used to setting up user accounts and understanding authentication
What's so hard about setting up a matching user account on the server??
If you're not interested in security and just want it to work "like XP", why are you using Server 2003 in the first place?